A Monte Carlo monad transformer. This type provides access to a random number generator while allowing operations in a base monad, m.

Type alias for when the base monad is ST.

Type alias for when the base monad is IO.

Evaluate the result of a Monte Carlo computation using the given random number generator.

The random number generator type.

A shorter name for RNG in the IO monad.

A shorter name for RNG in the ST monad.

The seed type for the random number generators.

Create a Mersenne Twister random number generator seeded with the given value.

Create a Mersenne Twister seeded with the given state.

Get the name of the random number generator algorithm.

Get the size of the generator state, in bytes.

Get the state of the generator.

Set the state of the generator.

uniform a b generates a value uniformly distributed in [a,b).

uniformInt n generates an integer uniformly in the range [0,n-1]. It is an error to call this function with a non-positive value.

normal mu sigma generates a Normal random variable with mean mu and standard deviation sigma.

exponential mu generates an Exponential variate with mean mu.

gamma a b generates a gamma random variable with parameters a and b.

cauchy a generates a Cauchy random variable with scale parameter a.

levy c alpha gets a Levy alpha-stable variate with scale c and exponent alpha. The algorithm only works for 0 < alpha <= 2.

levySkew c alpha beta gets a skew Levy alpha-stable variate with scale c, exponent alpha, and skewness beta. The skew parameter must lie in the range [-1,1]. The algorithm only works for 0 < alpha <= 2.

pareto a b generates a Pareto random variable with exponent a and scale b.

weibull a b generates a Weibull random variable with scale a and exponent b.

logistic a generates a logistic random variable with parameter a.

beta a b generates a beta random variable with parameters a and b.

Generate True events with the given probability.

poisson mu generates a Poisson random variable with mean mu.

dirichlet alphas generates a Dirichlet random variable with parameters alphas.

multinomial n ps generates a multinomial random variable with parameters ps formed by n trials.

sample xs samples a value uniformly from the elements of xs. The results are undefined if length xs is zero.

sampleWithWeights wxs samples a value from the list with the given weight.

sampleSubset xs k samples a subset of size k from xs by sampling without replacement. The return value is a list of length k with the elements in the subset in the order that they were sampled.

Sample a subset of the elements with the given weights. Return the elements of the subset in the order they were sampled.

shuffle xs randomly permutes the list xs and returns the result. All permutations of the elements of xs are equally likely.

sampleInt n samples integers uniformly from [ 0..n-1 ]. It is an error to call this function with a non-positive n.

sampleIntWithWeights ws n samples integers from [ 0..n-1 ] with the probability of choosing i proportional to ws !! i. The list ws must have length equal to n. Also, the elements of ws must be non-negative with at least one nonzero entry.

sampleIntSubset n k samples a subset of size k by sampling without replacement from the integers { 0, ..., n-1 }. The return value is a list of length k with the elements in the subset in the order that they were sampled.

sampleIntSubsetWithWeights ws n k samplea size k subset of { 0, ..., n-1 } with the given weights by sampling elements without replacement. It returns the elements of the subset in the order they were sampled.

shuffleInt n randomly permutes the elements of the list [ 0..n-1 ].

Generate a sequence of replicates and incrementally consume them via a left fold.

This fold is not strict. The replicate consumer is responsible for forcing the evaluation of its result to avoid space leaks.

Produce a lazy infinite list of replicates from the given random number generator and Monte Carlo procedure.

Produce a lazy list of the given length using the specified random number genrator and Monte Carlo procedure.